| Package | Description |
|---|---|
| net.finmath.marketdata.calibration |
Provides classes to create a calibrated model of curves from a collection of calibration
products and corresponding target values.
|
| net.finmath.optimizer |
This package provides classes with numerical algorithm for optimization of
an objective function and a factory to easy construction of the optimizers.
|
| Constructor and Description |
|---|
Solver(AnalyticModelInterface model,
Vector<AnalyticProductInterface> calibrationProducts,
List<Double> calibrationTargetValues,
ParameterTransformation parameterTransformation,
double evaluationTime,
OptimizerFactoryInterface optimizerFactory)
Generate a solver for the given parameter objects (independents) and
objective functions (dependents).
|
| Modifier and Type | Class and Description |
|---|---|
class |
OptimizerFactoryCMAES |
class |
OptimizerFactoryLevenbergMarquardt |
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